• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1171-1180
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• 2014

We considered saddlepoint approximations to VaR (value at risk) and ES (expected shortfall) which frequently encountered in finance and insurance as the measures of risk management. In this paper we supposed univariate and multivariate skew-normal distributions, instead of traditional normal class distributions, as underlying distribution of linear portfolios. Simulation results are provided and showed the suggested saddlepoint approximations are very accurate than normal approximations.

• The Korean Journal of Applied Statistics
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• v.18 no.3
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• pp.583-595
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• 2005

Contingency tables are used to compare counts of n-grams to determine if the n-gram is a true collocation, meaning that the words that make up the n-gram are highly associated in the text. Some statistical methods for identifying collocation are used. They are Kulczinsky coefficient, Ochiai coefficient, Frager and McGowan coefficient, Yule coefficient, mutual information, and chi-square, and so on. But the main problem is that these measures are based ell the assumption of a nor-mal or approximately normal distribution of the variables being sampled. While this assumption is valid in most instances, it is not valid when comparing the rates of occurrence of rare events, and texts are composed mostly of rare events. In this paper we have simply reviewed some statistics about testing association of two words. Some randomization tests to evaluate the significance level in analyzing collocation in large corpora are proposed. A related graph can be used to compare different lest statistics that ran be used to analyze the same contingency table.

• The Korean Journal of Applied Statistics
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• v.2 no.1
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• pp.48-53
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• 1989

In contrast to the customary approximations based on standard normal percentage points, direct approximations involve simple functions of parameters (such as degrees of freedom and tail area of the t distributions). This article used techniques of exploratory data analysis following Hoaglin to develop direct approximations for percentage points in the commonly used portions of upper tail of the t distribution with small to moderate numbers of degrees of freedom. These approximations are convenient to use and they compare favorably in accuracy with the popular approximations based on standard normal percentage points such as Peiser's. They can be used as an initial value generator in algorithms for getting more accurate percentage points.

• The Korean Journal of Applied Statistics
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• v.12 no.2
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• pp.585-591
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• 1999

Warner(1965)의 확률화 응답 모형을 두 번 연속사용하여 응답자들이 일관성 있는 응답을 했다는 가설을 검정하는 검정통계량을 제안했다. 이것은 양측과 단측 대립가설 모두 검정하는데 이용할 수 있으며, 제안된 검정통계량의 조건분포는 정규분포에 근사한다. 이 검정통계량의 조건부 검정력 함수와 비조건부 검정력 함수를 구하였다.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.221-226
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• 1995

본 연구는 붓스트랩에 의한 U-통계량의 분산추정방법을 제안하고, 추정량의 일치성을 증명하였다. 결과적으로 붓스트랩 추정량으로 표준화한 U-통계량의 값이 표준정규분포에 근사함을 보였다. 또한 실제적인 비모수검정에서 이를 응용하여 검정력과 특성을 연구하였다.

• Communications of Mathematical Education
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• v.24 no.1
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• pp.177-193
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• 2010

The purpose of this study is to explore normal distribution in probability distributions of the area of statistics in high school mathematics. To do this these contents such as approximation of normal distribution from binomial distribution, investigation of normal distribution curve and the area under its curve through the method of Monte Carlo, linear transformations of normal distribution curve, and various types of normal distribution curves are explored with CAS calculator. It will not be ablt to be attained for the objectives suggested the area of probability distribution in a paper-and-pencil classroom environment from the perspectives of tools of CAS calculator such as trivialization, experimentation, visualization, and concentration. Thus, this study is to explore various properties of normal distribution curve with CAS calculator and derive from pedagogical implications of teaching and learning normal distribution curve.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1289-1300
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• 2009

The double sampling scheme is effective in reducing the sampling cost. However, the doubly sampled data is contaminated by two types of error, namely false-positive and false-negative errors. These would make the statistical analysis more difficult, and it would require more sophisticate analysis tools. For instance, the Wald method for the interval estimation of a proportion would not work well. In fact, it is well known that the Wald confidence interval behaves very poorly in many sampling schemes. In this note, the property of the Wald interval is investigated in terms of the coverage probability and the expected width. An alternative confidence interval based on the Agresti-Coull's approach is recommended.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.25 no.8B
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• pp.1357-1370
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• 2000

In this paper, we investigate the performance of asynchronous multiple-chip-rate (MCR)-DS/CDMA systems, where singles are transmitted at different chip rates, processing gains, and transmitted powers according to the required services and their own bit rates. A simplified expression for the improved Gaussian approximation (SEIGA), which is hewn for as a very accurate and simple tool for the performance evaluation, is applied to MCR systems, The correlations between chip waveforms and integrations are utilized instead of correlations between chip sequences which are used in conventional method [6] [7][8], and since this approach makes use of the system model parameter directly, we obtain more direct relationship among system parameters. Simulation results show that the performance of MCR-DS/CDMA systems can be evaluated more accurately by using the proposed procedure than by using the GA.

• Journal of the Korea Society of Computer and Information
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• v.27 no.6
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• pp.167-174
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• 2022

In this paper we investigate the permutation test for the equality of correlation coefficients in several independent populations. Permutation test is a non-parametric testing methodology based upon the exchangeability of observations. Exchangeability is a generalization of the concept of independent, identically distributed random variables. Using permutation method, we may construct asymptotically exact test. This method is asymptotically as powerful as standard parametric tests and is a valuable tool when the sample sizes are small and normality assumption cannot be met. We first review existing parametric approaches to test the equality of correlation coefficients and compare them with the permutation test. At the end, all the approaches are illustrated using Iris data example.

• Journal of the korean Society of Automotive Engineers
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• v.6 no.1
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• pp.27-35
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• 1984

측정치의 데이터를 그림으로 나타내면 "종을 거꾸로 엎어놓은 모양(Bell Shaped Curve)"의 정 규분포를 이루는 것은 잘 알려진 사실이다. 그러나 수명시험데이터의 경우는 분포의 형이 찌 그러지게 된다. 수명분포는 Weibull분포에 따르므로 Weibull분포에 의한 해석을 하여야 하는 것이 원칙이나 대수정규분포로 근사시켜서 해석을 하여도 실용상 큰 지장은 없다. 수명시험의 경우는 파괴시험이며 장시간의 시험을 요하므로 적은 시료를 시험하는 것이 일반적이다. 특히 자동차공업에 있어서 수명시험은 중요한 품질특성의 하나이며 자동차의 조립에 쓰이는 수만개 부품의 수명을 예측하는 것은 매우 중요한 일이다. 따라서 이 적은 시료에서 얻어낸 데이터를 이용하여 "어떻게 수명의 예측을 올바르게 할 것인가\ulcorner" 하는 문제, 즉 신뢰성의 추정(Reliability Inference)과 로트의 판정이 중요한 문제인 것이다. 이러한 문제의 한 가지 방법으로서 외국에서 이미 널리 활용되고 있는 대수정규확율지를 이용한 수명데이터의 해석 방법을 소개하고자 한다.이터의 해석 방법을 소개하고자 한다.